+180.7%
PBF vs WY
-9.3%
+190.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | -0.4% |
| 7D | +2.3% | -3.7% | +6.0% | +0.8% |
| 30D | +11.6% | -11.3% | +22.9% | +6.3% |
| 3M | +81.7% | -8.1% | +89.9% | +76.6% |
| 6M | +96.4% | -7.4% | +103.9% | +92.0% |
| YTD | +189.5% | -4.7% | +194.2% | +176.5% |
| 1Y | +180.7% | -9.2% | +189.9% | +182.7% |
| All | +180.7% | -9.3% | +190.0% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling